+773.5%
PM vs MRSH
+1,024.8%
-251.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.4% |
| 7D | -1.3% | -3.8% | +2.5% | +0.2% |
| 30D | -2.6% | -5.8% | +3.3% | -0.2% |
| 3M | +5.8% | +11.7% | -5.9% | +0.8% |
| 6M | +10.6% | -0.3% | +10.9% | +9.8% |
| YTD | +17.2% | -1.1% | +18.3% | +16.3% |
| 1Y | +17.6% | -9.5% | +27.1% | +20.9% |
| 3Y | +124.3% | -2.6% | +126.8% | +121.8% |
| 5Y | +125.1% | +22.7% | +102.3% | +98.7% |
| 10Y | +198.6% | +214.6% | -15.9% | +75.5% |
| All | +773.5% | +1,024.8% | -251.3% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling